Seemingly Unrelated Negative Binomial Regression

Rainer Winkelmann

Oxford Bulletin of Economics and Statistics, 2000, vol. 62, issue 4, 553-560

Abstract: This paper discusses the specification and estimation of seemingly unrelated multivariate count data models. A new model with negative binomial marginals is proposed. In contrast to a previous model based on the multivariate Poisson distribution, the new model allows for over‐dispersion, a phenomenon that is frequently encountered in economic count data. Semi‐parametric estimation is possible if some of the assumption of the fully specified model are violated.

Date: 2000
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